Stat 218 Introduction to Stochastic Processes Spring 2006–2007

Class Times and Locations

• Tuesday and Thursdays, 11:00AM-12:15PM in Room: ApPhy 200
• First lecture is on Tuesday, April 3

Course Description

Textbooks

• S. M. Ross, "Stochastic Processes", Wiley 1996

• H. M. Taylor and S. Karlin, "An Introduction to Stochastic Modeling", Academic Press, 1998
• R. Durret, "Essentials of Stochastic Processes", Springer, 1999
• G. R. Grimmett and D. R. Stirzaker, "Probability and Random Processes", Oxford

Prerequisites

• Lecturer: Andrea Montanari
  • Office: Packard 272
  • Office hours: Tuesdays 3:00PM-4:00PM, Thursdays 2:00-3:00PM
  • email: montanari@stanford.edu

• Teaching Assistant: Seth Tribble
  • Office: Sequoia 242
  • Office hours: Wednesday 2:00PM-4:00PM
  • email: stribble@stanford.edu

There will be several homeworks, a midterm and a final exam. In grading weight will be assigned according to: 30% for homework; 30 for midterm; 40% for final.

The midterm will be on Thursday, May 3rd at the usual class time and location (which means that it will last 1 hour 15 minutes). You will be asked to solve one out of two problems at your choice, with open book.

The final is scheduled for Monday, June 11, in the afternoon (4pm) in Sequoia 200. It will last 3 hours. Please let me know if this produces any conflict. You will be asked to solve one out of two problems at your choice, with open book.